+7.8%
LOW vs FXI
-6.0%
+13.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -0.6% | -2.8% | +2.2% | -0.2% |
| 30D | -9.3% | -5.3% | -3.9% | -8.5% |
| 3M | -8.1% | +0.3% | -8.4% | -8.2% |
| 6M | -19.8% | -4.6% | -15.2% | -19.2% |
| YTD | -16.4% | -9.1% | -7.3% | -15.2% |
| 1Y | -24.7% | -12.0% | -12.7% | -23.3% |
| 3Y | -8.8% | +38.6% | -47.5% | -14.4% |
| 5Y | +7.8% | -6.6% | +14.3% | +7.5% |
| All | +7.8% | -6.0% | +13.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling